+863.2%
CDW vs WPM
+917.4%
-54.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +9.3% | +26.4% | -17.1% | +8.5% |
| 3M | +9.8% | +20.8% | -11.0% | +9.1% |
| 6M | +23.3% | +1.1% | +22.2% | +23.3% |
| YTD | +13.7% | +32.5% | -18.8% | +12.0% |
| 1Y | -6.5% | +51.5% | -58.0% | -8.6% |
| 3Y | -25.2% | +267.0% | -292.3% | -30.7% |
| 5Y | -19.5% | +250.1% | -269.6% | -25.7% |
| 10Y | +285.8% | +540.4% | -254.5% | +251.7% |
| All | +863.2% | +917.4% | -54.1% | +799.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling